“Options on ETFs are exceptionally popular in the US market and the appetite for them in Europe is strong. The listing of these contracts further diversifies Liffe’s product range and provides investors with new opportunities,” said Jonathan Seymour, the exchange’s director of equity derivatives.

The new options, which launch on February 18, will have contract sizes and expiry schedules common in other Liffe-listed equity options in both the UK and Europe. Contracts on the iShares FTSE 100 ETF will be listed in London, while contracts referencing the DJ Euro Stoxx 50 fund will trade on Liffe’s Amsterdam market.

Flexible versions of both contracts will also be accessible over the bourse’s BClear platform, which permits centralised clearing of similar wholesale over-the-counter equity derivatives trades.

This white paper looks at the Basel Committee's BCBS239 principles, also known as PERDARR (Principles for Effective Risk Data Aggregation and Risk Reporting), which comes into force from 1 January 2016.